Calvert Global Water Fund (CFWAX)
The fund normally invests at least 80% of its net assets in equity securities of U.S. and non-U.S. companies whose main business is in the water industry or that are significantly involved in water-related services or technologies. The index is composed of companies that manage water use in a sustainable manner or that are actively engaged in expanding access to water, improving water quality, promoting efficient use of water, or providing solutions that address other global water challenges.
Fund Info
| ISIN | US13161P7978 |
|---|---|
| CUSIP | 13161P797 |
| Issuer | Calvert Research and Management |
| Inception Date | Sep 29, 2008 |
| Category | Energy Equities |
| Min. Investment | $1,000 |
| Asset Class | Equity |
Asset Class Size | Mid-Cap |
Asset Class Style | Blend |
Expense Ratio
CFWAX has a high expense ratio of 1.24%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: CFWAX vs. SPY
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Calvert Global Water Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Calvert Global Water Fund had a return of 2.95% year-to-date (YTD) and 12.85% in the last 12 months. Over the past 10 years, Calvert Global Water Fund had an annualized return of 5.40%, while the S&P 500 had an annualized return of 10.64%, indicating that Calvert Global Water Fund did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 2.95% | 7.50% |
| 1 month | 0.70% | -1.61% |
| 6 months | 15.89% | 17.65% |
| 1 year | 12.85% | 26.26% |
| 5 years (annualized) | 8.72% | 11.73% |
| 10 years (annualized) | 5.40% | 10.64% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.92% | 4.63% | 3.08% | -3.68% | ||||||||
| 2023 | -3.43% | 10.90% | 7.37% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CFWAX is 39, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Calvert Global Water Fund(CFWAX)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Calvert Global Water Fund (CFWAX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Calvert Global Water Fund granted a 2.49% dividend yield in the last twelve months. The annual payout for that period amounted to $0.72 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.72 | $0.72 | $0.36 | $0.28 | $0.19 | $0.19 | $0.23 | $0.19 | $0.00 | $0.00 | $1.26 | $1.34 |
Dividend yield | 2.49% | 2.57% | 1.47% | 0.93% | 0.77% | 0.83% | 1.30% | 0.93% | 0.00% | 0.03% | 7.21% | 6.86% |
Monthly Dividends
The table displays the monthly dividend distributions for Calvert Global Water Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||||
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.72 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.36 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.28 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.19 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.26 |
| 2013 | $1.34 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Calvert Global Water Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Calvert Global Water Fund was 39.67%, occurring on Mar 9, 2009. Recovery took 133 trading sessions.
The current Calvert Global Water Fund drawdown is 2.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.67% | Oct 3, 2008 | 107 | Mar 9, 2009 | 133 | Sep 16, 2009 | 240 |
| -36.25% | Feb 13, 2020 | 27 | Mar 23, 2020 | 141 | Oct 12, 2020 | 168 |
| -30.61% | Jun 11, 2014 | 404 | Jan 15, 2016 | 421 | Sep 18, 2017 | 825 |
| -29.17% | Jan 3, 2022 | 198 | Oct 14, 2022 | — | — | — |
| -21.3% | May 2, 2011 | 108 | Oct 3, 2011 | 220 | Aug 17, 2012 | 328 |
Volatility
Volatility Chart
The current Calvert Global Water Fund volatility is 4.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.